hikyuu 2.7.2__py3-none-win_amd64.whl → 2.7.5__py3-none-win_amd64.whl

hikyuu/include/hikyuu/trade_sys/condition/ConditionBase.h

@@ -109,9 +109,8 @@ public:
         return m_values.cend();
     }
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -121,6 +120,7 @@ protected:
     SGPtr m_sg;
     map<Datetime, size_t> m_date_index;
     vector<price_t> m_values;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -134,6 +134,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_kdata/m_tm/m_sg是系统运行时临时设置，不需要序列化
     }
 
@@ -143,6 +144,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_kdata/m_tm/m_sg是系统运行时临时设置，不需要序列化
     }
 

hikyuu/include/hikyuu/trade_sys/environment/EnvironmentBase.h

@@ -93,9 +93,8 @@ public:
     /** 子类克隆接口 */
     virtual EnvironmentPtr _clone() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -105,6 +104,8 @@ protected:
     vector<price_t> m_values;
     mutable std::shared_mutex m_mutex;
 
+    bool m_is_python_object{false};
+
 //============================================
 // 序列化支持
 //============================================
@@ -119,6 +120,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_query);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -128,6 +130,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_query);
         ar& BOOST_SERIALIZATION_NVP(m_date_index);
         ar& BOOST_SERIALIZATION_NVP(m_values);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/moneymanager/MoneyManagerBase.h

@@ -152,9 +152,8 @@ public:
     /** 子类克隆私有变量接口 */
     virtual MoneyManagerPtr _clone() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
@@ -162,6 +161,7 @@ protected:
     KQuery m_query;
     TradeManagerPtr m_tm;
     unordered_map<Stock, std::pair<size_t, size_t>> m_buy_sell_counts;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -173,6 +173,7 @@ private:
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         // m_query、m_tm都是系统运行时临时设置，不需要序列化
         // ar & BOOST_SERIALIZATION_NVP(m_query);
         // ar & BOOST_SERIALIZATION_NVP(m_tm);
@@ -182,6 +183,7 @@ private:
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/multifactor/MultiFactorBase.h

@@ -164,35 +164,44 @@ public:
     virtual MultiFactorPtr _clone() = 0;
     virtual IndicatorList _calculate(const vector<IndicatorList>&) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
-private:
-    /** 执行计算 */
+    /**
+     * 执行计算。默认取结果时，会自动计算。但并行使用mf时，应主动调用该接口
+     * @note 因获取scores非常频繁，所以为使用锁。
+     * 这样的话，在并行时并不完备。在需要并行计算时可主动调用该接口。
+     */
     void calculate();
 
+private:
     void initParam();
 
     // 构造每个指标构造行业哑变量，以便进行行业中性化处理
     unordered_map<string, PriceList> _buildDummyIndex();
 
-    void _buildIndex();      // 计算完成后创建截面索引
-    void _buildIndexDesc();  // 创建降序排列的索引
-    void _buildIndexAsc();   // 创建升序排列的索引
-    void _buildIndexNone();  // build index when no index
+    void _buildIndex();  // 计算完成后创建截面索引
 
-    IndicatorList _getAllReturns(int ndays) const;
     void _checkData();
 
 protected:
+    IndicatorList _getAllReturns(int ndays) const;
+
+protected:
+    bool m_is_python_object{false};
     string m_name;
-    IndicatorList m_inds;  // 输入的原始因子列表
+    IndicatorList m_inds;  // 输入的原始因子公式列表
     StockList m_stks;      // 证券组合
-    Stock m_ref_stk;       // 指定的参考证券
+    Stock m_ref_stk;       // 指定的参考证券, 仅为对齐日期
     KQuery m_query;        // 计算的日期范围条件
 
+    NormPtr m_norm;                                    // 全局标准化/归一化操作
+    unordered_map<string, NormPtr> m_special_norms;    // 对特定指标执行特定的标准化操作
+    unordered_map<string, string> m_special_category;  // 对特定指标执行行业中性化时指定的板块分类
+    unordered_map<string, IndicatorList>
+      m_special_style_inds;  // 对特定指标执行风格因子中性化时指定的风格因子
+
     // 以下变量为计算后生成
     DatetimeList m_ref_dates;  // 依据参考证券和query计算的参考日期，合成因子和该日期对齐
     unordered_map<Stock, size_t> m_stk_map;  // 证券->合成后因子位置索引
@@ -201,12 +210,6 @@ protected:
     vector<ScoreRecordList> m_stk_factor_by_date;
     Indicator m_ic;
 
-    NormPtr m_norm;                                    // 全局标准化/归一化操作
-    unordered_map<string, NormPtr> m_special_norms;    // 对特定指标执行特定的标准化操作
-    unordered_map<string, string> m_special_category;  // 对特定指标执行行业中性化时指定的板块分类
-    unordered_map<string, IndicatorList>
-      m_special_style_inds;  // 对特定指标执行风格因子中性化时指定的风格因子
-
 private:
     std::mutex m_mutex;
     bool m_calculated{false};
@@ -219,13 +222,13 @@ private:
     friend class boost::serialization::access;
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_inds);
         ar& BOOST_SERIALIZATION_NVP(m_stks);
         ar& BOOST_SERIALIZATION_NVP(m_ref_stk);
         ar& BOOST_SERIALIZATION_NVP(m_query);
-        ar& BOOST_SERIALIZATION_NVP(m_ref_dates);
         ar& BOOST_SERIALIZATION_NVP(m_special_norms);
         ar& BOOST_SERIALIZATION_NVP(m_special_category);
         // 以下不需要保存，加载后重新计算
@@ -239,13 +242,13 @@ private:
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_inds);
         ar& BOOST_SERIALIZATION_NVP(m_stks);
         ar& BOOST_SERIALIZATION_NVP(m_ref_stk);
         ar& BOOST_SERIALIZATION_NVP(m_query);
-        ar& BOOST_SERIALIZATION_NVP(m_ref_dates);
         ar& BOOST_SERIALIZATION_NVP(m_special_norms);
         ar& BOOST_SERIALIZATION_NVP(m_special_category);
         // ar& BOOST_SERIALIZATION_NVP(m_stk_map);

hikyuu/include/hikyuu/trade_sys/multifactor/NormalizeBase.h

@@ -42,13 +42,13 @@ public:
 
     virtual PriceList normalize(const PriceList& data) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -59,12 +59,14 @@ private:
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 
@@ -73,7 +75,7 @@ private:
 };
 
 #if HKU_SUPPORT_SERIALIZATION
-BOOST_SERIALIZATION_ASSUME_ABSTRACT(MultiFactorBase)
+BOOST_SERIALIZATION_ASSUME_ABSTRACT(NormalizeBase)
 #endif
 
 #if HKU_SUPPORT_SERIALIZATION

hikyuu/include/hikyuu/trade_sys/multifactor/ScoresFilterBase.h

@@ -49,14 +49,14 @@ public:
 public:
     friend HKU_API ScoresFilterPtr operator|(const ScoresFilterPtr& a, const ScoresFilterPtr& b);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
     ScoresFilterPtr m_child;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -69,6 +69,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_child);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -76,6 +77,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_child);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_EqualWeight.h

@@ -15,7 +15,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券, 用于日期对齐, 未指定时为 SH000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -23,8 +23,8 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_EqualWeight(const IndicatorList& inds, const StockList& stks,
-                                      const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                      bool spearman = true, int mode = 0,
+                                      const KQuery& query, const Stock& ref_stk = Stock(),
+                                      int ic_n = 5, bool spearman = true, int mode = 0,
                                       bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_EqualWeight();

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICIRWeight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
@@ -25,9 +25,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICIRWeight(const IndicatorList& inds, const StockList& stks,
-                                     const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                     int ic_rolling_n = 120, bool spearman = true, int mode = 0,
-                                     bool save_all_factors = false);
+                                     const KQuery& query, const Stock& ref_stk = Stock(),
+                                     int ic_n = 5, int ic_rolling_n = 120, bool spearman = true,
+                                     int mode = 0, bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_ICIRWeight();
 }  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_ICWeight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param inds 原始因子列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param ic_rolling_n IC 滚动窗口
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
@@ -25,9 +25,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_ICWeight(const IndicatorList& inds, const StockList& stks,
-                                   const KQuery& query, const Stock& ref_stk, int ic_n = 5,
-                                   int ic_rolling_n = 120, bool spearman = true, int mode = 0,
-                                   bool save_all_factors = false);
+                                   const KQuery& query, const Stock& ref_stk = Stock(),
+                                   int ic_n = 5, int ic_rolling_n = 120, bool spearman = true,
+                                   int mode = 0, bool save_all_factors = false);
 MultiFactorPtr HKU_API MF_ICWeight();
 
 }  // namespace hku

hikyuu/include/hikyuu/trade_sys/multifactor/crt/MF_Weight.h

@@ -16,7 +16,7 @@ namespace hku {
  * @param weights 权重列表
  * @param stks 计算证券列表
  * @param query 日期范围
- * @param ref_stk 参考证券
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param ic_n 默认 IC 对应的 N 日收益率
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode 获取截面数据时排序模式: 0-降序, 1-升序, 2-不排序
@@ -24,9 +24,9 @@ namespace hku {
  * @return MultiFactorPtr
  */
 MultiFactorPtr HKU_API MF_Weight(const IndicatorList& inds, const PriceList& weights,
-                                 const StockList& stks, const KQuery& query, const Stock& ref_stk,
-                                 int ic_n = 5, bool spearman = true, int mode = 0,
-                                 bool save_all_factors = false);
+                                 const StockList& stks, const KQuery& query,
+                                 const Stock& ref_stk = Stock(), int ic_n = 5, bool spearman = true,
+                                 int mode = 0, bool save_all_factors = false);
 
 MultiFactorPtr HKU_API MF_Weight();
 

hikyuu/include/hikyuu/trade_sys/portfolio/Portfolio.h

@@ -88,7 +88,7 @@ public:
 
     /** 克隆操作 */
     typedef shared_ptr<Portfolio> PortfolioPtr;
-    PortfolioPtr clone() const;
+    PortfolioPtr clone();
 
     /** 运行前准备 */
     void readyForRun();
@@ -99,7 +99,7 @@ public:
     virtual string str() const;
 
     virtual void _reset() {}
-    virtual PortfolioPtr _clone() const {
+    virtual PortfolioPtr _clone() {
         return std::make_shared<Portfolio>();
     }
 
@@ -113,6 +113,10 @@ public:
      */
     virtual json lastSuggestion() const;
 
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
+    }
+
 private:
     void initParam();
 
@@ -122,10 +126,6 @@ private:
                                      const string& mode);
 
 protected:
-    virtual bool isPythonObject() const {
-        return false;
-    }
-
     // 跟踪打印当前TM持仓情况
     void traceMomentTMAfterRunAtOpen(const Datetime& date);
     void traceMomentTMAfterRunAtClose(const Datetime& date);
@@ -139,6 +139,7 @@ protected:
 
     KQuery m_query;         // 关联的查询条件
     bool m_need_calculate;  // 是否需要计算标志
+    bool m_is_python_object{false};
 
     SystemList m_real_sys_list;  // 所有实际运行的子系统列表
 
@@ -160,6 +161,7 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_se);
         ar& BOOST_SERIALIZATION_NVP(m_af);
         ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     template <class Archive>
@@ -171,19 +173,20 @@ private:
         ar& BOOST_SERIALIZATION_NVP(m_se);
         ar& BOOST_SERIALIZATION_NVP(m_af);
         ar& BOOST_SERIALIZATION_NVP(m_query);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
     }
 
     BOOST_SERIALIZATION_SPLIT_MEMBER()
 #endif /* HKU_SUPPORT_SERIALIZATION */
 };
 
-#define PORTFOLIO_IMP(classname)                   \
-public:                                            \
-    virtual PortfolioPtr _clone() const override { \
-        return std::make_shared<classname>();      \
-    }                                              \
-    virtual void _reset() override;                \
-    virtual void _readyForRun() override;          \
+#define PORTFOLIO_IMP(classname)              \
+public:                                       \
+    virtual PortfolioPtr _clone() override {  \
+        return std::make_shared<classname>(); \
+    }                                         \
+    virtual void _reset() override;           \
+    virtual void _readyForRun() override;     \
     virtual void _runMoment(const Datetime& date, const Datetime& nextCycle, bool adjust) override;
 
 /**

hikyuu/include/hikyuu/trade_sys/profitgoal/ProfitGoalBase.h

@@ -82,11 +82,12 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() {}
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
+    bool m_is_python_object{false};
+
 protected:
     string m_name;
     KData m_kdata;

hikyuu/include/hikyuu/trade_sys/selector/SelectorBase.h

@@ -153,6 +153,11 @@ public:
         return m_mf;
     }
 
+    void setMF(const MFPtr& mf) {
+        m_mf = mf;
+        m_calculated = false;
+    }
+
     ScoresFilterPtr getScoresFilter() const {
         return m_sc_filter;
     }
@@ -163,9 +168,8 @@ public:
     /** 在已有过滤基础上追加过滤，仅用于 MF 相关的 Selector，从 MF 获取 Score 列表时进行过滤 */
     void addScoresFilter(const ScoresFilterPtr& filter);
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -177,6 +181,7 @@ protected:
 
 protected:
     string m_name;
+    bool m_is_python_object{false};
     bool m_calculated{false};  // 是否已计算过
     bool m_proto_calculated{false};
     KQuery m_query;
@@ -196,6 +201,7 @@ private:
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
         ar& BOOST_SERIALIZATION_NVP(m_sc_filter);
@@ -205,6 +211,7 @@ private:
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
         ar& BOOST_SERIALIZATION_NVP(m_pro_sys_list);
         ar& BOOST_SERIALIZATION_NVP(m_sc_filter);
@@ -281,10 +288,12 @@ inline const SystemList& SelectorBase::getProtoSystemList() const {
 
 inline void SelectorBase::setScoresFilter(const ScoresFilterPtr& filter) {
     m_sc_filter = filter;
+    m_calculated = false;
 }
 
 inline void SelectorBase::addScoresFilter(const ScoresFilterPtr& filter) {
     m_sc_filter = m_sc_filter | filter;
+    m_calculated = false;
 }
 
 } /* namespace hku */

hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor.h

@@ -27,7 +27,7 @@ SelectorPtr HKU_API SE_MultiFactor(const MFPtr& mf, int topn = 10);
  * @param topn 只选取时间截面中前 topn 个系统，小于等于0时代表不限制
  * @param ic_n ic 对应的 ic_n 日收益率
  * @param ic_rolling_n 计算滚动 IC （即 IC 的 n 日移动平均）周期
- * @param ref_stk 参照对比证券，未指定时，默认使用 sh000300 沪深300指数
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
  * @return SelectorPtr

hikyuu/include/hikyuu/trade_sys/selector/crt/SE_MultiFactor2.h

@@ -26,7 +26,7 @@ SelectorPtr HKU_API SE_MultiFactor2(const MFPtr& mf,
  * @param src_inds 原始因子公式
  * @param ic_n ic 对应的 ic_n 日收益率
  * @param ic_rolling_n 计算滚动 IC （即 IC 的 n 日移动平均）周期
- * @param ref_stk 参照对比证券，未指定时，默认使用 sh000300 沪深300指数
+ * @param ref_stk 参考证券,用于日期对齐，未指定时为 sh000001
  * @param spearman 默认使用 spearman 计算相关系数，否则为 pearson
  * @param mode "MF_ICIRWeight" | "MF_ICWeight" | "MF_EqualWeight" 因子合成算法名称
  * @return SelectorPtr

hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector.h

@@ -27,6 +27,7 @@ public:
     void setIndicators(const IndicatorList& inds) {
         HKU_ASSERT(!inds.empty());
         m_inds = inds;
+        m_calculated = false;
     }
 
 private:

hikyuu/include/hikyuu/trade_sys/selector/imp/MultiFactorSelector2.h

@@ -27,6 +27,7 @@ public:
     void setIndicators(const IndicatorList& inds) {
         HKU_ASSERT(!inds.empty());
         m_inds = inds;
+        m_calculated = false;
     }
 
 private:

hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/OptimalSelectorBase.h

@@ -54,8 +54,6 @@ public:
 
 private:
     void _initParams();
-    void _calculate_single(const vector<std::pair<size_t, size_t>>& train_ranges,
-                           const DatetimeList& dates, size_t test_len, bool trace);
 
     void _calculate_parallel(const vector<std::pair<size_t, size_t>>& train_ranges,
                              const DatetimeList& dates, size_t test_len, bool trace);

hikyuu/include/hikyuu/trade_sys/selector/imp/optimal/PerformanceOptimalSelector.h

@@ -27,10 +27,6 @@ public:
     virtual void _reset() override;
 
 private:
-    void _calculate_single(const vector<std::pair<size_t, size_t>>& train_ranges,
-                           const DatetimeList& dates, const string& key, int mode, size_t test_len,
-                           bool trace);
-
     void _calculate_parallel(const vector<std::pair<size_t, size_t>>& train_ranges,
                              const DatetimeList& dates, const string& key, int mode,
                              size_t test_len, bool trace);

hikyuu/include/hikyuu/trade_sys/signal/SignalBase.h

@@ -130,9 +130,8 @@ public:
     /** 子类计算接口，在setTO中调用 */
     virtual void _calculate(const KData&) = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 private:
@@ -141,6 +140,7 @@ private:
 protected:
     string m_name;
     KData m_kdata;
+    bool m_is_python_object{false};
     bool m_calculated{false};  // 仅针对 setTO 时的计算
 
     /* 多头持仓 */
@@ -165,6 +165,7 @@ private:
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_hold_long);
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);
@@ -178,6 +179,7 @@ private:
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
         ar& BOOST_SERIALIZATION_NVP(m_params);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_hold_long);
         ar& BOOST_SERIALIZATION_NVP(m_hold_short);
         ar& BOOST_SERIALIZATION_NVP(m_buySig);

hikyuu/include/hikyuu/trade_sys/slippage/SlippageBase.h

@@ -71,14 +71,14 @@ public:
     /** 子类计算接口，由setTO调用 */
     virtual void _calculate() = 0;
 
-protected:
-    virtual bool isPythonObject() const {
-        return false;
+    bool isPythonObject() const noexcept {
+        return m_is_python_object;
     }
 
 protected:
     string m_name;
     KData m_kdata;
+    bool m_is_python_object{false};
 
 //============================================
 // 序列化支持
@@ -89,12 +89,14 @@ private:
     template <class Archive>
     void save(Archive& ar, const unsigned int version) const {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }
 
     template <class Archive>
     void load(Archive& ar, const unsigned int version) {
         ar& BOOST_SERIALIZATION_NVP(m_name);
+        ar& BOOST_SERIALIZATION_NVP(m_is_python_object);
         ar& BOOST_SERIALIZATION_NVP(m_params);
     }